Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-14 0.255897 0.277061 0.299931 0.326616 0.357075 0.390965 0.431824
2025-12-21 0.225130 0.251867 0.282274 0.319812 0.365473 0.419979 0.491172
2025-12-28 0.209695 0.240690 0.277404 0.324880 0.385858 0.463356 0.572481
2026-01-04 0.199513 0.233957 0.276186 0.333045 0.409740 0.513093 0.669760
2026-01-11 0.186833 0.222611 0.267628 0.330160 0.417845 0.541821 0.741998
2026-01-18 0.179005 0.216519 0.264901 0.334174 0.435140 0.585105 0.844154
2026-01-25 0.166987 0.203987 0.252494 0.323375 0.429460 0.592590 0.888621
2026-02-01 0.156229 0.192397 0.240455 0.311885 0.421216 0.594453 0.922909
2026-02-08 0.149583 0.185897 0.234891 0.309140 0.425789 0.617302 1.000377
2026-02-15 0.146846 0.184501 0.236247 0.316556 0.446893 0.670811 1.151701
2026-02-22 0.141945 0.179788 0.232509 0.315809 0.454409 0.701159 1.262779
2026-03-01 0.137108 0.174895 0.228176 0.313719 0.459292 0.727126 1.371562
2026-03-08 0.131993 0.169483 0.222946 0.310086 0.461609 0.749490 1.482151
2026-03-15 0.126703 0.163580 0.216665 0.304289 0.459466 0.762584 1.573647
2026-03-22 0.124533 0.162096 0.216934 0.309205 0.477277 0.820226 1.816280
2026-03-29 0.123165 0.161698 0.218798 0.316875 0.501098 0.895882 2.159614
2026-04-05 0.119502 0.157710 0.214846 0.314240 0.504566 0.925451 2.364060
2026-04-12 0.117502 0.156128 0.214581 0.317982 0.521146 0.990157 2.751543
2026-04-19 0.112665 0.150054 0.206870 0.307968 0.508424 0.978411 2.806902
2026-04-26 0.107949 0.144024 0.199014 0.297293 0.493498 0.958944 2.819772
2026-05-03 0.105185 0.140903 0.195738 0.294742 0.495575 0.985372 3.077478
2026-05-10 0.104494 0.140941 0.197577 0.301638 0.518691 1.074857 3.767123
2026-05-17 0.102345 0.138626 0.195430 0.300944 0.524938 1.117563 4.245542